29 citations · 96 across the 15 of their papers we have counts for
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q-fin.RM2014★ 26 cited
Set-valued shortfall and divergence risk measures
Çağın Ararat, Andreas H. Hamel, Birgit Rudloff
Risk measures for multivariate financial positions are studied in a utility-based framework. Under a certain incomplete preference relation, shortfall and divergence risk measures…
math.FA2014★ 9 cited
A Characterization Theorem for Aumann Integrals
Çağın Ararat, Birgit Rudloff
A Daniell-Stone type characterization theorem for Aumann integrals of set-valued measurable functions will be proven. It is assumed that the values of these functions are closed co…